-5.3%
BURL vs RL
+34.3%
-39.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.5% | +3.2% | +5.8% |
| 7D | +10.4% | +5.8% | +4.6% | +7.9% |
| 30D | -4.9% | +12.7% | -17.7% | -9.5% |
| 3M | -29.8% | +9.3% | -39.1% | -32.4% |
| 6M | -16.5% | +16.9% | -33.4% | -21.6% |
| YTD | -10.5% | +17.5% | -28.0% | -16.3% |
| 1Y | -5.3% | +34.6% | -40.0% | -10.8% |
| All | -5.3% | +34.3% | -39.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling